Man Scilab
lev
Scilab Function
lev - Yule-Walker equations (Levinson's algorithm)
Calling Sequence
-
[ar,sigma2,rc]=lev(r)
Parameters
-
r
: correlation coefficients
-
ar
: auto-Regressive model parameters
-
sigma2
: scale constant
-
rc
: reflection coefficients
Description
resolve the Yule-Walker equations
using Levinson's algorithm.
Author
C. B.
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